Economic and regulatory capital allocation for revolving retail exposures

Roberto Perli and William I. Nayda

Journal of Banking & Finance, 2004, vol. 28, issue 4, 789-809

Date: 2004
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Citations: View citations in EconPapers (17)

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Working Paper: Economic and regulatory capital allocation for revolving retail exposures (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:28:y:2004:i:4:p:789-809

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